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Booms and Busts in the UK Housing Market
8 references·16 citing·36 second hop
Booms and Busts in the UK Housing Market (1997)Booms and Busts in the UK Housing MarketPrices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)Prices and Trading Volume in …Speculative Dynamics (1991)Speculative DynamicsThe baby boom, the baby bust, and the housing market (1989)The baby boom, the baby bust,…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Housing finance and real-estate booms: A cross-country perspective (2017)Housing finance and real-esta…The Impact of Supply Constraints on House Prices in England (2014)The Impact of Supply Constrai…Hot and Cold Seasons in the Housing Market (2014)Hot and Cold Seasons in the H…House Prices and Credit Constraints: Making Sense of the US Experience (2011)House Prices and Credit Const…Booms and busts in housing markets: Determinants and implications (2011)Booms and busts in housing ma…Housing markets and the financial crisis of 2007–2009: Lessons for the future (2010)Housing markets and the finan…House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (2009)House Prices, Home Equity-Bas…Housing markets and the economy: the assessment (2008)Housing markets and the econo…Money Illusion and Housing Frenzies (2007)Money Illusion and Housing Fr…The Role of Speculation in Real Estate Cycles (2005)The Role of Speculation in Re…How Do House Prices Affect Consumption? Evidence from Micro Data (2005)How Do House Prices Affect Co…Explaining House Prices in Australia: 1970–2003* (2005)Explaining House Prices in Au…House prices, consumption, and monetary policy: a financial accelerator approach (2004)House prices, consumption, an…Assessing the Forecasting Performance of Regime‐Switching, ARIMA and GARCH Models of House Prices (2003)Assessing the Forecasting Per…The Time-Series Behavior of House Prices: A Transatlantic Divide? (2002)The Time-Series Behavior of H…Asymmetries in housing and financial market institutions and EMU (1998)Asymmetries in housing and fi…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)The Framing of Decisions and the Psychology of Choice (1981)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis (2008)Winners and Losers in Housing Markets (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)The Efficiency of the Market for Single-Family Homes (1988)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Booms and Busts: Consumption, House Prices and Expectations (2008)Housing, consumption and monetary policy: How different are the US and the euro area? (2011)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The social and private micro-level consequences of homeownership (2003)Credit Supply and the Price of Housing (2015)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Speculative Dynamics and the Role of Feedback Traders (1990)Behavioral heterogeneity in stock prices (2007)Diagnostic Expectations and Stock Returns (2019)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1989The baby boom, the baby bust, and the housing market966 cited
  • 1995Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects919 cited
  • 1991Speculative Dynamics486 cited

Cited by

  • 2004House prices, consumption, and monetary policy: a financial accelerator approach456 cited
  • 2007Money Illusion and Housing Frenzies426 cited
  • 2009House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis419 cited
  • 2011Booms and busts in housing markets: Determinants and implications373 cited
  • 2014The Impact of Supply Constraints on House Prices in England370 cited
  • 2002The Time-Series Behavior of House Prices: A Transatlantic Divide?332 cited
  • 2010Housing markets and the financial crisis of 2007–2009: Lessons for the future

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288 cited
  • 2014Hot and Cold Seasons in the Housing Market274 cited
  • 2011House Prices and Credit Constraints: Making Sense of the US Experience266 cited
  • 2005The Role of Speculation in Real Estate Cycles256 cited
  • 2008Housing markets and the economy: the assessment243 cited
  • 2003Assessing the Forecasting Performance of Regime‐Switching, ARIMA and GARCH Models of House Prices227 cited
  • 2005How Do House Prices Affect Consumption? Evidence from Micro Data227 cited
  • 1998Asymmetries in housing and financial market institutions and EMU225 cited
  • 2017Housing finance and real-estate booms: A cross-country perspective221 cited
  • 2005Explaining House Prices in Australia: 1970–2003*197 cited